Mix together the cayenne, chillies, turmeric, garlic and ginger with 300 ml (½ pint) warm water.
Crush the cumin and coriander seeds together, add them to the sauce and simmer for 10 minutes until thickened. Season to taste. Stir in the coconut milk and tamarind paste.
Arrange the aubergine slices in a foil-lined grill pan and brush the tops with some of the curry sauce. Cook under a preheated hot grill until golden.
Serve the aubergine slices in the curry sauce and, if liked, with naan bread or chapattis.